Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30348.1676 | -11057.4842 | 41405.6517 | 21212.8748 | -14133.5196 | 35346.3944 |
Total P&L (%) | 30.3482 | -11.0575 | 41.4057 | 21.2129 | -14.1335 | 35.3464 |
Avg Daily Profit (%) | 0.2148 | -0.0783 | 0.293 | 0.1362 | -0.1078 | 0.2144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49403 | -36086 | -11561 | -42768 | -30107 | -10635 |
Profit Factor | 1.2377 | 0.8654 | 1.9095 | 1.182 | 0.8143 | 1.8747 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 58.3333 | 55.5556 | 61.1111 | 58.3333 | 55.5556 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.8841 | 0.6923 | 1.2151 | 0.8443 | 0.6515 | 1.193 |
Largest Winning Trade | 28454 | 28454 | 11822 | 27499 | 27499 | 10284 |
Largest Losing Trade | -11670 | -11670 | -11561 | -11809 | -11809 | -10333 |
Avg Bars in Trades | 87 | 84 | 90 | 87 | 84 | 90 |
Avg Bars in Winners | 92 | 95 | 90 | 92 | 95 | 90 |
Avg Bars in Losers | 79 | 70 | 90 | 79 | 70 | 90 |
Bars Traded | 6297 | 3049 | 3248 | 6297 | 3049 | 3248 |
Profit Streak | 395.2423 | 0 | 405.6798 | 395.2423 | 0 | 405.6798 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80903 | -581833 | 354836 | -122816 | -581833 | 308847 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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